The paper combines two feature-importance methods with automatic k-means clustering to forecast limit order book mid-prices with a radial basis function network.
Machine Learning Models Based on Random Forest Feature Selection and Bayesian Optimization for Predicting Daily Global Solar Radia- tion
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Online High-Frequency Trading Stock Forecasting with Automated Feature Clustering and Radial Basis Function Neural Networks
The paper combines two feature-importance methods with automatic k-means clustering to forecast limit order book mid-prices with a radial basis function network.